[B136 Dev1] Ulcer Performance Index min/max range makes no sense

This is not specific to B136, it was like this before. The Ulcer Performance Index is a good metric for fitness functions (weighted, etc.). However, the default range it is supposed to have is completely wrong. The code shows:

    public UlcerPerformanceIndex() {
        super(L.tsq("Ulcer Performance Index"), DatabankColumn.Decimal2, ValueTypes.Maximize, 0, -11);


This advises the Fitness calculations that its max value can only be 1, after which no more weight is put on higher values than 1. In reality, though, the Ulcer Performance Index reaches values of >30 easily, as can be seen in the attached screenshot. So this should be changed to some more meaningful range like 100, changing it to:

    public UlcerPerformanceIndex() {
        super(L.tsq("Ulcer Performance Index"), DatabankColumn.Decimal2, ValueTypes.Maximize, 0, -1, 100);

Thank you.
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  • Votes +7
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority Normal

History

g
#1

geektrader

20.04.2022 00:30

Task created

g
#2

geektrader

20.04.2022 00:30
Voted for this task.
g
#3

geektrader

20.04.2022 00:38

Attachment Untitled.png added

Untitled.png
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DC
#4

anuffi

20.04.2022 01:30
Voted for this task.
b
#5

bentra

20.04.2022 04:10
Voted for this task.
E
#6

Emmanuel

20.04.2022 12:21
Voted for this task.
Cc
#7

Cyber

21.04.2022 02:17
Voted for this task.
HH
#8

Hans

27.04.2022 00:26
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o
#9

Enric

18.08.2022 10:11
Voted for this task.
TT
#10

Tamas

01.09.2022 17:10

Status changed from New to Fixed

Thanks for pointing it out. Changed to 100

Votes: +7

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